How to know in which category does a scrip fall? Like 'A' category or 'Z' category etc?

General
2

In the trading terminal, in the Scripts Dlg there is a drop down which displays the same.

It is also available in daily bhavcopy on NSE and BSE website.

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3

Besides the trading terminal and Bhav copy (as explained by Ajay), you can also get the information on nseindia.com and bseindia.com.

Enter the specific scrip name in the dialog box provided and go to the scrip page. For NSE, see under “Series”. For BSE, see under “Group/ Index”

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better go for rediff money you will see

523574 FRL Group (A)

Future Retail Ltd. LIVE on BSE (View NSE)

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Thanks Ajay! Can I know what is bhavcopy please? Also, is there a list where I can see the category rather than seeing it individually stock by stock?

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Bhavcopy is daily data file provided by exchanges. It is also available in CSV format so you can apply filter based on category and it will list all the stocks for that category.
http://www.nseindia.com/content/equities/cmbhav.htm
http://www.bseindia.com/markets/equity/EQReports/BhavCopyDebt.aspx?expandable=3